-1.8%
CARR vs COMP
+23.8%
-25.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | -0.9% |
| 7D | -0.7% | +9.5% | -10.1% | -2.3% |
| 30D | +0.3% | +8.1% | -7.8% | -1.3% |
| 3M | -14.9% | -16.3% | +1.4% | -12.7% |
| 6M | -14.9% | +42.2% | -57.1% | -21.2% |
| YTD | +7.0% | -5.0% | +12.0% | +2.7% |
| 1Y | -1.8% | +20.1% | -21.8% | -8.3% |
| All | -1.8% | +23.8% | -25.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling